On Brownian flights
Classical Analysis and ODEs
2019-04-22 v1
Abstract
Let K be a compact subset of . We choose at random with uniform law a point at distance of K and start a Brownian motion (BM) from this point. We study the probability that this BM hits K for the first time at a distance from the starting point.
Keywords
Cite
@article{arxiv.0704.2362,
title = {On Brownian flights},
author = {Athanasios Batakis and Pierre Levitz and Michel Zinsmeister},
journal= {arXiv preprint arXiv:0704.2362},
year = {2019}
}